+367.9%
INSM vs EFX
-36.2%
+404.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +2.5% | -4.5% | +7.0% | +3.7% |
| 30D | -2.2% | -6.1% | +3.9% | -0.8% |
| 3M | +33.8% | +6.2% | +27.6% | +29.7% |
| 6M | -7.2% | -11.2% | +4.0% | -5.6% |
| YTD | -25.6% | -21.4% | -4.2% | -21.8% |
| 1Y | -11.2% | -34.3% | +23.1% | -0.7% |
| 3Y | +388.3% | -12.5% | +400.9% | +359.2% |
| All | +367.9% | -36.2% | +404.0% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling